Kac functional and Schrödinger equation

Kal Lal Chung, S. R.S. Varadhan, Kai Lai Chung

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Let formula present be a strong Markov process with continuous paths on formula present Such a process is often called a diffusion. For each real Tb, we define the hitting time Tb as follows:

Original languageEnglish (US)
Title of host publicationSelected Works of Kai Lai Chung
PublisherWorld Scientific Publishing Co.
Pages641-652
Number of pages12
ISBN (Electronic)9789812833860
ISBN (Print)9789812833853
DOIs
StatePublished - Jan 1 2008

ASJC Scopus subject areas

  • Mathematics(all)

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    Chung, K. L., Varadhan, S. R. S., & Chung, K. L. (2008). Kac functional and Schrödinger equation. In Selected Works of Kai Lai Chung (pp. 641-652). World Scientific Publishing Co.. https://doi.org/10.1142/9789812833860_0042